Essays in Asset Pricing and Mutual Fund Behavior
This dissertation consists of three essays in asset pricing. The first essay demonstrates the application of a Bayesian methodology of regressor selection to factor pricing models. Bayesian Variable Selection (BVS) algorithms offer robust, intuitive methods for determining the inclusion of specific...
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| Language: | English |
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2014
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| Online Access: | https://doi.org/10.7916/D82Z13PW |